+143.7%
XLC vs AEM
+425.5%
-281.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.8% |
| 7D | +0.5% | -2.1% | +2.6% | +0.7% |
| 30D | +2.1% | +8.4% | -6.3% | +1.2% |
| 3M | +0.7% | +27.3% | -26.6% | -1.9% |
| 6M | -3.2% | -9.7% | +6.5% | -2.7% |
| YTD | -3.8% | +19.0% | -22.7% | -6.2% |
| 1Y | -2.0% | +31.5% | -33.5% | -5.7% |
| 3Y | +71.4% | +338.7% | -267.3% | +43.4% |
| 5Y | +40.7% | +307.4% | -266.7% | +17.0% |
| All | +143.7% | +425.5% | -281.8% | +108.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling